zigrandom.h File Reference
Detailed Description
========================================================================== This code is Copyright (C) 2005, Jurgen A. Doornik. Permission to use this code for non-commercial purposes is hereby given, provided proper reference is made to: Doornik, J.A. (2005), "An Improved Ziggurat Method to Generate Normal Random Samples", mimeo, Nuffield College, University of Oxford, and www.doornik.com/research. or the published version when available. This reference is still required when using modified versions of the code. This notice should be maintained in modified versions of the code. No warranty is given regarding the correctness of this code. ==========================================================================
- Author:
- Jurgen A. Doornik (Creator)
- Author
- ejt
- Name
- Revision
- 1.1
- State
- Exp
- Date
- 2007/01/25 20:54:13
Definition in file zigrandom.h.
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Defines | |
| #define | LIT_UINT64(c) (c##ull) |
| #define | LIT_INT64(c) (c##ll) |
| #define | M_RAN_INVM30 9.31322574615478515625e-010 |
| #define | M_RAN_INVM32 2.32830643653869628906e-010 |
| #define | M_RAN_INVM48 3.55271367880050092936e-015 |
| #define | M_RAN_INVM52 2.22044604925031308085e-016 |
| #define | M_RAN_INVM64 5.42101086242752217004e-020 |
| #define | RANDBL_32old(iRan1) ((unsigned int)(iRan1) * M_RAN_INVM32) |
| #define | RANDBL_48old(iRan1, iRan2) |
| #define | RANDBL_52old(iRan1, iRan2) |
| #define | RANDBL_32new(iRan1) ((int)(iRan1) * M_RAN_INVM32 + (0.5 + M_RAN_INVM32 / 2)) |
| #define | RANDBL_48new(iRan1, iRan2) |
| #define | RANDBL_52new(iRan1, iRan2) |
Typedefs | |
| typedef unsigned long long | UINT64 |
| typedef long long | INT64 |
| typedef double(*) | DRANFUN (void) |
| typedef unsigned int(*) | IRANFUN (void) |
| typedef void(*) | IVECRANFUN (unsigned int *, int) |
| typedef void(*) | DVECRANFUN (double *, int) |
| typedef void(*) | RANSETSEEDFUN (int *, int) |
Functions | |
| void | GetInitialSeeds (unsigned int auiSeed[], int cSeed, unsigned int uiSeed, unsigned int uiMin) |
| void | RanSetSeed_MWC8222 (int *piSeed, int cSeed) |
| unsigned int | IRan_MWC8222 (void) |
| double | DRan_MWC8222 (void) |
| void | VecIRan_MWC8222 (unsigned int *auiRan, int cRan) |
| void | VecDRan_MWC8222 (double *adRan, int cRan) |
| void | RanSetRan (const char *sRan) |
| void | RanSetRanExt (DRANFUN DRanFun, IRANFUN IRanFun, IVECRANFUN IVecRanFun, DVECRANFUN DVecRanFun, RANSETSEEDFUN RanSetSeedFun) |
| double | DRanU (void) |
| unsigned int | IRanU (void) |
| void | RanVecIntU (unsigned int *auiRan, int cRan) |
| void | RanVecU (double *adRan, int cRan) |
| void | RanSetSeed (int *piSeed, int cSeed) |
| double | DProbNormal (double x) |
| double | FRanNormalPolar (void) |
| double | DRanNormalPolar (void) |
| double | FRanQuanNormal (void) |
| double | DRanQuanNormal (void) |
Define Documentation
| #define RANDBL_48new | ( | iRan1, | |||
| iRan2 | ) |
Value:
((int)(iRan1) * M_RAN_INVM32 + (0.5 + M_RAN_INVM48 / 2) + \ (int)((iRan2) & 0x0000FFFF) * M_RAN_INVM48)
Definition at line 65 of file zigrandom.h.
| #define RANDBL_48old | ( | iRan1, | |||
| iRan2 | ) |
Value:
((unsigned int)(iRan1) + (unsigned int)((iRan2) << 16) \ * M_RAN_INVM32) * M_RAN_INVM32
Definition at line 56 of file zigrandom.h.
| #define RANDBL_52new | ( | iRan1, | |||
| iRan2 | ) |
Value:
((int)(iRan1) * M_RAN_INVM32 + (0.5 + M_RAN_INVM52 / 2) + \ (int)((iRan2) & 0x000FFFFF) * M_RAN_INVM52)
Definition at line 68 of file zigrandom.h.
| #define RANDBL_52old | ( | iRan1, | |||
| iRan2 | ) |
Value:
((unsigned int)(iRan1) + (unsigned int)((iRan2) << 12) \ * M_RAN_INVM32) * M_RAN_INVM32
Definition at line 59 of file zigrandom.h.
